+220.8%
MCD vs HPE
+545.6%
-324.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.9% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -6.0% | -2.3% | -3.7% | -5.9% |
| 3M | -5.6% | -2.9% | -2.7% | -5.8% |
| 6M | -21.9% | +143.6% | -165.4% | -33.1% |
| YTD | -14.7% | +118.5% | -133.2% | -25.9% |
| 1Y | -17.3% | +129.2% | -146.5% | -29.1% |
| 3Y | -2.2% | +212.5% | -214.7% | -23.9% |
| 5Y | +20.3% | +286.9% | -266.6% | -13.1% |
| 10Y | +180.7% | +432.3% | -251.6% | +74.0% |
| All | +220.8% | +545.6% | -324.9% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling